Apocalypse How: Regional Type 4 is inflicted on Africa in Game Three to destroy the damn Orks.
Arabian Nights Days: The Abbasid Caliphate from Arabian Nights appears in FISOT4. While they are rapidly (i.e. within six months) curb-stomped by the Race, genies later play a major role in the unfolding of the plot later on.
Badass Santa: In the fourth game after Lex Luthor coordinated the attack on Santa's workshop which temporarily housed the Justice League and temporarily delayed Christmas, Santa decides to take up the notch on the naughty list by making a live appearance in blowing up Presidnt Luthor (who is being substituted by a robot-lookalike). This was enough to scare a kid to be devoted to being on the nice list.
Crapsack World: The third Earth, where South America has been torn by warfare, and to defeat the Orks in Africa, tons of nukes and chemical weapons were used.
Curbstomp Battle: The war between the Japanese Empire and Siluria in the fourth game. This frightened everyone else on Earth because the Japanese Empire was one of the most powerful countries in the world.
Deader than Dead: Nyarlathotep has been turned into data, ripped apart, and deleted in the fourth game.
Dragon Ascendant: Played With. The Master is the latest Big Bad, but he was the Evil Genius, not the Dragon.
What Happened to the Mouse?: As a general rule, it is not uncommon for plotlines, characters, and whole countries to get lost, due to the collaborative nature of the games and their complexity. Examples of the last include the Province of Judea from the first game, and Pottsylvania from the second.
The Ultimate Showdown of Ultimate Destiny: The fourth game has one involving the Justice League, People's Heroes, Shadowpact, Torchwood, the Black Knights, the Unova Elite 4 and gym leaders, the staff of the Unseen Academy, and the Ankh-Morpork city guard fight against Lex Luthor, the inJustice League, Nyarlathotep, Ob, Xykon, and their undead and demon army.